Module 2.3 ANOVA and F Test

Question 1

assesses how well set of independent variables explains variation in dependent variable

Answer 1

F Test

Question 2

used to tests whether AT LEAST one of the independent variables explains significant portion of the variation of the dependent variable

Answer 2

F Test

Question 3

ALWAYS a one tailed test

Answer 3

F statistic

Question 4

F statistic equation

Answer 4

mean regression sum of squares/mean squared error

Question 5

alternate F statistic equation

Answer 5

(regression sum of squares/k)/(sum of squared errors/n-k-1)

Question 6

k =

Answer 6

number of independent variables

Question 7

decision rule for F test

Answer 7

reject null if test statistic > critical value

Question 8

rejection of null hypothesis of F test

Answer 8

AT LEAST one of the coefficients is significantly different than zero (at least one of the independent variables makes significant contribution to explanation of dependent variable)

Question 9

ANOVA table